+306.8%
CFG vs WWD
+479.8%
-173.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.6% |
| 7D | -0.6% | +0.6% | -1.2% | -1.0% |
| 30D | -4.5% | -5.1% | +0.6% | -1.7% |
| 3M | +6.3% | -11.2% | +17.6% | +12.5% |
| 6M | +20.6% | -12.0% | +32.6% | +27.0% |
| YTD | +21.2% | +12.0% | +9.3% | +9.0% |
| 1Y | +38.2% | +42.8% | -4.6% | +5.2% |
| 3Y | +185.9% | +168.9% | +17.0% | +38.0% |
| 5Y | +97.0% | +192.2% | -95.2% | -14.0% |
| 10Y | +306.8% | +495.3% | -188.5% | +13.0% |
| All | +306.8% | +479.8% | -173.0% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WWD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling